+482.4%
CSX vs DVA
+178.6%
+303.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.4% |
| 7D | +0.6% | +2.2% | -1.6% | +0.1% |
| 30D | -2.3% | -2.0% | -0.2% | -1.9% |
| 3M | +4.3% | -6.3% | +10.6% | +5.0% |
| 6M | +23.4% | +19.4% | +3.9% | +16.7% |
| YTD | +36.4% | +58.5% | -22.1% | +19.8% |
| 1Y | +53.0% | +33.9% | +19.2% | +39.7% |
| 3Y | +70.6% | +88.4% | -17.8% | +38.6% |
| 5Y | +65.5% | +39.5% | +26.0% | +42.0% |
| 10Y | +482.4% | +179.5% | +302.9% | +296.3% |
| All | +482.4% | +178.6% | +303.8% | +296.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling